Kohei Hayashi's Webpage

Profile Information

• Name: Kohei HAYASHI

• Affiliation:
  1. Consultant, EY Strategy and Consulting Co., Ltd.
  2. Visiting Researcher, RIKEN Interdisciplinary Theoretical and Mathematical Sciences 

• Address: 2-1 Hirosawa, Wako, Saitama 351-0198 Japan

• Email: koheihayashi0826[at]gmail.com

• ORCID ID: https://orcid.org/0000-0002-2237-0032

• Researchmap: https://researchmap.jp/HayashiKohei?lang=en

Research Interests

Stochastic Analysis, Non-equilibrium Statistical Mechanics, Hydrodynamic Limit, Kardar-Parisi-Zhang Universality, Mathematical Finance, Time-series Analysis, Machine Learning

Research History

• May. 2024 - Present Visiting Scientist, Interdisciplinary Theoretical and Mathematical Sciences Program, RIKEN 

• Feb. 2024 - Present Consultant, EY Strategy and Consulting Co., Ltd.

• Apr. 2023 - Jan. 2024 Visiting Researcher, Interdisciplinary Theoretical and Mathematical Sciences Program, RIKEN 

• Apr. 2023 - Jan. 2024 JSPS Research Fellowship for Young Scientist (Tokubetsu Kenkyuin) PD 

• Apr. 2022 - Mar. 2023 JSPS Research Fellowship for Young Scientist (Tokubetsu Kenkyuin) DC2 

Education

• Apr. 2020 - Mar. 2023 Graduate School of Mathematical Sciences, The University of Tokyo

• Apr. 2018 - Mar. 2020 Graduate School of Mathematical Sciences, The University of Tokyo

• Apr. 2013 - Mar. 2018 Department of Precision Engineering, The Faculty of Engineering, The University of Tokyo

• Apr. 2010 - Mar. 2013 Senior High School at Otsuka, University of Tsukuba　

Degree

• Ph.D. in Mathematical Sciences (Mar 23th, 2023, The University of Tokyo)
  Thesis Title: On universality of the Kardar-Parisi-Zhang equation in high temperature regime
  (高温相におけるKardar-Parisi-Zhang方程式の普遍性について)

• M.A. in Mathematical Sciences (Mar 23th, 2020, The University of Tokyo)
  Thesis Title: Spatial-segregation limit for exclusion processes with two components under unbalanced reaction
  (不均衡反応下の二種排他過程における空間分離極限)

• Bachelor of Engineering (Mar, 2018, The University of Tokyo)
  Thesis Title: Measurement of Micro-Sphere Diameter Based on Whispering Gallery Mode Resonance: Construction of the Model for Spherical Particle
  (Whispering Gallery Mode共振を利用したマイクロ球直径計測−楕円体モデルの構築−)

Awards

• Mar. 2023 Special Jury Awards, NLP2023 

• Oct. 2022 Student Best Paper Awards, JSAI Special Interest Group on Financial Informatics (SIG-FIN) 2021

• Mar. 2020 Dean Prize, Graduate School of Mathematical Sciences, The University of Tokyo

Publications, Preprints

1. Hayashi, K.: Derivation of coupled KPZ equations from interacting diffusions driven by a single-site potential, Journal of Statistical Physics 191, vol. 85 (2024). 1-26.
   DOI: https://doi.org/10.1007/s10955-024-03302-y 
   arXiv: https://arxiv.org/abs/2208.05374

2. Gonçalves, P., Hayashi, K., Sasada, M.: Characterization of Gradient Condition for Asymmetric Partial Exclusion Processes and Their Scaling Limits, preprint.
   arXiv: https://arxiv.org/abs/2405.15142 

3. Gonçalves, P., Hayashi, K.: Derivation of anomalous behavior from interacting oscillators in the high-temperature regime, Communications in Mathematical Physics 403 (2023), 1193-1243.
   DOI: https://doi.org/10.1007/s00220-023-04818-2
   arXiv: https://arxiv.org/abs/2301.09898

4. Hayashi, K., Nakagawa, K.: Fractional SDE-Net: Generation of Time Series Data with Long-term Memory, In Proceedings of IEEE International Conference on Data Science and Advanced Analytics (IEEE DSAA 2022).
   DOI: https://doi.org/10.1109/DSAA54385.2022.10032351 
   arXiv: https://arxiv.org/abs/2201.05974

5. Hayashi, K.: Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems, Stochastic Processes and their Applications 155 (2023), 180-201.
   DOI: https://doi.org/10.1016/j.spa.2022.10.006  
   arXiv: https://arxiv.org/abs/2201.01987

6. Hayashi, K.: A one-phase Stefan problem with non-linear diffusion from highly competing two-species particle systems, preprint.
   arXiv: https://arxiv.org/abs/2106.00242

7. Hayashi, K.: Spatial-segregation limit for exclusion processes with two components under unbalanced reaction, Electronic Journal of Probability 26 (2021), 1-36.
   DOI: https://doi.org/10.1214/21-EJP621
   arXiv: https://arxiv.org/abs/2002.04802

Presentations

International Conferences 

1. Kardar-Parisi-Zhang equation from Bernardin-Stoltz model, Random Interacting Systems, Scaling Limits, and Universality, Institute for Mathematical Sciences, National University of Singapore, Singapore, December 2023. 

2. Derivation of the Kardar-Parisi-Zhang equation from the Bernardin-Stoltz model, Particle Systems and PDEs XI, Instituto Superior Técnico, Portugal, November 2023. 

3. Universality in fluctuations of multi-component systems, The 21st Symposium Stochastic Analysis on Large scale Interacting Systems, Kyoto University, Japan, November 2023.

4. Anomalous behavior in the Bernardin-Stoltz model, Mathematics of Random Systems: Summer School 2023, Kyoto University, Japan, September 2023. 

5. Derivation of the Kardar-Parisi-Zhang equation from microscopic systems under high temperature regime, Stochastic Processes and Related Fields, Kyoto University, Japan, September 2023. 

6. Fractional SDE-Net: Generation of Time Series Data with Long-term Memory, IEEE International Conference on Data Science and Advanced Analytics (IEEE DSAA 2022), online, October 2022.  

7. Derivation of the KPZ equation from microscopic systems in a high temperature regime, IMPA+IST Probability and Stochastic Analysis Seminar, online, October 2022.

8. Spatial-segregation limit for exclusion processes with two components under unbalanced reaction, PSPDE IX, online, July 2021.

9. A one-phase Stefan problem with non-linear diffusion from highly competing two-species interacting particles, PDEs and Probability Theory - beyond boundaries -, online, June 2021.

10. Derivation of a stochastic Burgers equation from stationary square lattice polymers, Rigorous Statistical Mechanics and Related Topics II, online, November 2020.

11. Spatial-segregation limit for interacting particles systems with two-components, One-day Symposium: Hydrodynamic Limit and Related Topics, Waseda University, Japan, December 2019.

12. Evaluation strategy of spheroidal distortion for micro-sphere based on Whispering Gallery Mode resonance, 59th Ilmenau Scientific Colloquium, Technische Universität Ilmenau, Germany, September 2017.

Domestic Conferences

1. Characterization of universality classes for two-lane ASEP, Various Problems on Infinite Particle Systems and Random Fields XVIII (mugen ryushi kei, kakuritsu ba no sho mondai XVIII), Nara Women's University, January 2024. 

2. Anomalous behavior in the Bernardin-Stoltz model, Probability Symposium 2023, Ritsumeikan University, December 2023. 

3. Kardar-Parisi-Zhang universality for large scale interacting systems, The 3rd Exchange Meeting for Young Researchers in Analysis, Online, December 2023. 

4. Fluctuating hydrodynamics for the Bernardin-Stoltz model, Osaka Probability Seminar, Osaka University, October 2023. 

5. Scaling limits for the Bernardin-Stoltz model in a high temperature regime, Various Problems on Infinite Particle Systems and Random Fields XVII (mugen ryushi kei, kakuritsu ba no sho mondai XVII), Nara Women's University, January 2023. 

6. Derivation of coupled KPZ equations from interacting diffusion processes in a high temperature regime, Probability Symposium 2022, Kyoto University, December 2022.

7. Derivation of coupled KPZ equations from multi-species interacting diffusion, The 20th Symposium Stochastic Analysis on Large Scale Interacting Systems, Kyushu University, December 2022. 

8. Derivation of coupled KPZ equations from interacting diffusion processes driven by a nonlinear potential, Tokyo Probability Seminar, Keio University, November 2022. 

9. Generation of Financial Time-Series with Low Regularity with Neural Rough Fractional SDE-Net,  The 29th SIG-FIN Meeting, Seikei University, October 2022. 

10. Spatial-segregation limit for interacting particle systems, JSIAM Annual Meeting 2022, Hokkaido University, September 2022. 

11. The Kardar-Parisi-Zhang equation and its universality, 2022 Young Summer Seminar on Probability Theory, Kyoto University, August 2022. 

12. Long-memory Time Series Generation with Neural Fractional SDE-Net, The 36th Annual Conference of the Japanese Society for Artificial Intelligence, Kyoto International Conference Center, June 2022.  

13. Derivation of the Kardar-Parisi-Zhang equation from totally asymmetric particle systems, Kyusyu Probability Seminar, Kyusyu University, June 2022. 

14. Financial Time Series Generation with Neural Fractional SDE-Net, The 28th SIG-FIN Meeting, The University of Tokyo, March 2022. 

15. Equilibrium fluctuations for a class of totally asymmetric systems, Online Young Summer Seminar on Probability Theory, August 2021. 

16. A one-phase Stefan problem with non-linear diffusion from two-species interacting particles, Tokyo Probability Seminar, online, April 2021. 

17. Mathematics on complex networks, Workshop of Intersections of complex networks in real world and infinite particle systems, online, February 2021. 

18. Derivation of a stochastic Burgers equation from stationary square lattice polymers, Probability Symposium, online, December 2020. 

19. Scaling limits for log-partition function of directed polymers, Online Young Summer Seminar on Probability Theory, online, September 2020. 

20. Spatial-segregation limit for exclusion processes with two components under unbalanced reaction, FMSP Student Session, The University of Tokyo, March 2020. 

21. Spatial-segregation limit for interacting particles systems with two components, 2020 Early Spring Seminar on Probability Theory, Kyoto University, February 2020. 

22. Spatial-segregation limit for interacting particles systems with two components, Various Problems on Infinite Particle Systems and Random Fields XV (mugen ryushi kei, kakuritsu ba no sho mondai XV), Nara Women's University, January 2020. 

23. Spatial-segregation limit for interacting particles systems with two components, 2019 Symposium on Probability Theory, Keio University, December 2019. 

24. Spatial-segregation limit for interacting particles systems with two components, The 18th Symposium Stochastic Analysis on Large Scale Interacting Systems, Osaka University, November 2019. 

25. Spatial-segregation limit for interacting particles systems with two components, The MSJ Cross-Disciplinary and Inter-Industry Exchange Meeting, The University of Tokyo, October 2019. 

26. Spatial-segregation limit for interacting particles systems with two-components, Young Summer Seminar on Probability Theory, Ryokan Sansa-tei, August 2019. 

27. KPZ universality for interacting particle systems, 2018 Summer School on Probability Theory (Young Forum), Nagoya University, August 2018. 

28. Fabrication of 3-dimensional microstructure by localizing nano-particles under radiation pressure potential -analysis of metal particles localization based on stochastic calculus-, The 65th JSAP Spring Meeting 2018, Waseda University, March 2018.  

29. Measurement of Micro-Sphere Diameter Based on Whispering Gallery Mode Resonance -Construction of the Model for Spheroidal Particle- , The 64th JSAP Spring Meeting 2017, Pacifico Yokohama, March 2017. 

Teaching Experience

• Apr. 2022 - Aug. 2022 Probability and Statistics 3 (TA), The University of Tokyo

• Apr. 2021 - Aug. 2021 Probability and Statistics 3 (TA), The University of Tokyo

• Sep. 2020 - Mar. 2021 Exercise for Ordinary Differential Equations (TA), The University of Tokyo

• Sep. 2019 - Mar. 2020 Exercise for Ordinary Differential Equations (TA), The University of Tokyo

• Apr. 2019 - Aug. 2019 Exercise for Real Analysis 1 (TA), The University of Tokyo

• Sep. 2018 - Mar. 2019 Exercise for Ordinary Differential Equations (TA), The University of Tokyo

• Apr. 2018 - Aug. 2018 Exercise for Basics of Mathematical Sciences (TA), The University of Tokyo

Research Projects

• Apr. 2022 - Mar. 2024 Research Fellow (DC2) Grant, Japan Society for the Promotion of Science (JSPS)

• Mar. 2021 - Mar. 2022 Joint Use Research Program, Institute of Mathematics for Industry, Kyusyu University

• Oct. 2018 - Mar. 2024 Leading Graduate Course for Frontiers of Mathematical Sciences and Physics

Research Abroad

• Jun. 2023 - Jul. 2023 Instituto Superior Técnico, University of Lisbon, Portugal (Host: Patrícia Gonçalves)

• Mar. 2023- Mar. 2023 Université Paris Dauphine - PSL, France (Host: Stefano Olla)

• Feb. 2023 - Feb. 2023 Instituto Superior Técnico, University of Lisbon, Portugal (Host: Patrícia Gonçalves)

• Jul. 2022 - Aug. 2022 Instituto Superior Técnico, University of Lisbon, Portugal (Host: Patrícia Gonçalves)

Experience Abroad

• Aug. 2005 - Mar. 2010 Milan, Italy

• Jul. 1999 - Jul. 2001 Frankfurt, Germany

• Aug. 1994 - Jul. 1999 Amsterdam, Netherland

Qualifications / Special Skills

• Nov. 2022 TOEIC Listening & Reading, Score 925

• Jul. 2018 DAPF (Diplôme d'Aptitude Pratique au Français, FUTSUKEN in Japanese), Grade Pre-2

• Oct. 2015 JSA Wine Expert